相关论文: Restricted Covariance Priors with Applications in …

Motivated by the subordinated Brownian motion, we define a new class of (in general discontinuous) random fields on higher-dimensional parameter domains: the subordinated Gaussian random field. We investigate the pointwise marginal…

We propose a flexible class of models based on scale mixture of uniform distributions to construct shrinkage priors for covariance matrix estimation. This new class of priors enjoys a number of advantages over the traditional scale mixture…

We consider the optimal approximate posterior over the top-layer weights in a Bayesian neural network for regression, and show that it exhibits strong dependencies on the lower-layer weights. We adapt this result to develop a correlated…

This paper investigates the large sample properties of local regression distribution estimators, which include a class of boundary adaptive density estimators as a prime example. First, we establish a pointwise Gaussian large sample…

The Cox regression model is a commonly used model in survival analysis. In public health studies, clinical data are often collected from medical service providers of different locations. There are large geographical variations in the…

This article presents an approach to Bayesian semiparametric inference for Gaussian multivariate response regression. We are motivated by various small and medium dimensional problems from the physical and social sciences. The statistical…

Variational approximation methods have proven to be useful for scaling Bayesian computations to large data sets and highly parametrized models. Applying variational methods involves solving an optimization problem, and recent research in…

The complex Gaussian distribution has been widely used as a fundamental spectral and noise model in signal processing and communication. However, its Gaussian structure often limits its ability to represent the diverse amplitude…

Variational inference techniques based on inducing variables provide an elegant framework for scalable posterior estimation in Gaussian process (GP) models. Besides enabling scalability, one of their main advantages over sparse…

We propose a novel hierarchical model for multitask bipartite ranking. The proposed approach combines a matrix-variate Gaussian process with a generative model for task-wise bipartite ranking. In addition, we employ a novel trace…

Regression classes modeling more than the mean of the response have found a lot of attention in the last years. Expectile regression is a special and computationally convenient case of this family of models. Expectiles offer a quantile-like…

In an indirect Gaussian sequence space model lower and upper bounds are derived for the concentration rate of the posterior distribution of the parameter of interest shrinking to the parameter value $\theta^\circ$ that generates the data.…

Statistical models with constrained probability distributions are abundant in machine learning. Some examples include regression models with norm constraints (e.g., Lasso), probit, many copula models, and latent Dirichlet allocation (LDA).…

The topics dicussed in this paper take their origin inthe estimation of the Gram matrix of a random vector from a sample made of n independent copies. They comprise the estimation of the covariance matrix and the study of least squares…

Gaussian time-series models are often specified through their spectral density. Such models present several computational challenges, in particular because of the non-sparse nature of the covariance matrix. We derive a fast approximation of…

Spatial generalized linear mixed-effects models are popularly used to analyze spatially indexed univariate responses. However, with modern technology, it is common to observe vector-valued mixed-type responses, e.g., a combination of…

It is well-known that the posterior density of linear inverse problems with Gaussian prior and Gaussian likelihood is also Gaussian, hence completely described by its covariance and expectation. Sampling from a Gaussian posterior may be…

Geographically weighted regression (GWR) models handle geographical dependence through a spatially varying coefficient model and have been widely used in applied science, but its general Bayesian extension is unclear because it involves a…

In low-resource settings, prevalence mapping relies on empirical prevalence data from a finite, often spatially sparse, set of surveys of communities within the region of interest, possibly supplemented by remotely sensed images that can…

In Bayesian regression models with categorical predictors, constraints are needed to ensure identifiability when using all $K$ levels of a factor. The sum-to-zero constraint is particularly useful as it allows coefficients to represent…